+10.6%
MOS vs LBRT
+33.5%
-22.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +9.5% | +8.7% | +0.8% | +6.9% |
| 30D | +10.4% | +6.6% | +3.8% | +7.9% |
| 3M | +12.9% | -34.5% | +47.4% | +25.4% |
| 6M | +1.2% | -24.5% | +25.7% | +6.4% |
| YTD | +9.3% | +12.7% | -3.4% | +0.3% |
| 1Y | -18.0% | +94.8% | -112.8% | -38.5% |
| 3Y | -29.0% | +31.9% | -60.9% | -44.0% |
| 5Y | -9.6% | +111.8% | -121.4% | -41.2% |
| All | +10.6% | +33.5% | -22.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling